Improve error checking and error messages in string-collation functions.

Improve error checking and error messages in string-collation functions.

 src/sysdep.c (str_collate) [__STDC_ISO_10646__]: Improve the
 wording of the error messages.
 (str_collate) [WINDOWSNT]: Signal an error if w32_compare_strings
 sets errno.
 src/w32proc.c (get_lcid_callback): Accept locale specifications
 without the country part, as in "enu" vs "enu_USA".
 (w32_compare_strings): Signal an error if a locale was specified,
 but couldn't be translated into a valid LCID.